Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48095.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46700.47 Kr¶

PnL: ---------------------------------------> -188.1 Kr¶

DD now: ---------------------------------> -1.099 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 15:56:11.572616'

Anic Portfolio¶

Today¶

Return: 1.182 %¶

This Week¶

Return: 1.182 %¶

Total¶

Return: 57.452 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.380000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 1.490000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 6.060000 682.040000 105.040000 18.200000 576.999999
Samhällsbyggnadsbo. i Norden B 20 6.310000 451.800000 96.800000 27.270000 355.000000
HMS Networks 2 1.570000 723.200000 50.200000 7.460000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.150000 1689.600000 35.600000 2.150000 1653.999996
Midsona B 63 3.090000 610.470000 27.470000 4.710000 582.999984
Samhällsbyggnadsbo. i Norden D 12 5.090000 272.400000 26.400000 10.730000 246.000000
Fastighetsbolag. Emilshus Pref 21 4.670000 588.000000 26.000000 4.630000 562.000005
Nordea Bank Abp 29 0.810000 3477.100000 23.100000 0.670000 3453.999992
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 1.690000 546.000000 18.000000 3.410000 527.999997
CTEK 13 6.500000 551.590000 17.590000 3.290000 533.999999
Coor Service Management Hold. 8 0.590000 549.200000 17.200000 3.230000 532.000000
Intrum 4 2.100000 543.600000 16.600000 3.150000 527.000000
Eastnine 4 -0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 -0.110000 584.320000 10.320000 1.800000 573.999998
AcadeMedia 12 0.900000 566.400000 9.400000 1.690000 557.000004
Karnov Group 9 -1.140000 545.400000 9.400000 1.750000 536.000004
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Essity B 2 0.560000 579.600000 5.600000 0.980000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Swedbank A 3 0.530000 564.000000 0.000000 0.000000 564.000000
Securitas B 6 0.680000 567.480000 -2.520000 -0.440000 570.000000
SAAB B 8 1.830000 3342.400000 -34.600000 -1.020000 3377.000000
International Petroleum Corp. 5 3.170000 537.000000 -57.570000 -9.680000 594.565215
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.560000 3783.500000 -66.500000 -1.730000 3850.000000
OX2 18 -1.820000 1506.600000 -157.400000 -9.460000 1663.999992
Axfood 13 0.550000 3575.000000 -181.000000 -4.820000 3756.000001
Ovzon 52 1.740000 3047.200000 -314.800000 -9.360000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46689.430000 -199.140000 -1.1219% 46888.564618

Updated:¶

'2023-01-16 15:55:34.598280'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶